Testing the PPP hypothesis for G-7 countries

Yilmaz Akdi, Zeynel Ozdemir () and Hasan Olgun

Applied Economics Letters, 2009, vol. 16, issue 1, 99-101

Abstract: This article applies the model free, seasonality robust periodogram test, and the conventional augmented Dickey-Fuller (ADF) unit root test to the real exchange rates (RER) of the G-7 countries. The empirical results show that the periodogram test rejects the null of unit root for a larger number of countries compared to the ADF test.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:16:y:2009:i:1:p:99-101

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DOI: 10.1080/13504850601018551

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